+71.5%
CART vs BAH
-14.8%
+86.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | +1.2% | +6.0% | -4.9% | +0.2% |
| 30D | +27.1% | +31.1% | -4.0% | +22.0% |
| 3M | +27.4% | +25.2% | +2.3% | +23.0% |
| 6M | +32.1% | +18.9% | +13.2% | +28.3% |
| YTD | +28.5% | +8.3% | +20.2% | +26.2% |
| 1Y | +58.8% | +6.2% | +52.6% | +55.9% |
| 3Y | +114.8% | -22.8% | +137.5% | +135.2% |
| All | +71.5% | -14.8% | +86.3% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling